BTC 5m Polymarket Backtesting Data
Backtest BTC 5m Polymarket Up/Down strategies with historical order book snapshots, spread, depth, and resolution metadata.
BTC 5m Polymarket backtesting data is built for short-horizon strategy research where execution quality matters. Five-minute markets create many repeated episodes, but their short lifecycle makes spread, latency, and available depth especially important.
Why BTC 5m Needs Order Book Data
- Small timing errors can change fill price materially.
- Depth can vanish quickly around fast BTC moves.
- Midpoint-only tests usually overstate scalping performance.
- Resolved outcomes let you score strategies against final settlement.
Useful Backtest Inputs
| Input | Use |
|---|---|
| BTC 5m snapshots | Replay probabilities, spread, and book depth through the market lifecycle. |
| UP and DOWN books | Simulate long and exit logic on both outcome tokens. |
| Resolution metadata | Compute realized payoff and strategy PnL. |
| Reference price context | Compare Polymarket odds to BTC movement. |